-35.5%
MOD vs TW
+19.2%
-54.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.4% |
| 7D | -17.8% | +3.1% | -20.9% | -16.5% |
| 30D | -43.2% | +16.7% | -59.9% | -39.1% |
| 3M | -46.0% | +25.2% | -71.2% | -40.5% |
| 6M | -62.2% | +19.5% | -81.7% | -58.1% |
| YTD | -22.8% | +21.0% | -43.8% | -15.6% |
| 1Y | -35.5% | +19.0% | -54.4% | -29.5% |
| All | -35.5% | +19.2% | -54.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling